Alternatives and similar repositories for pymc-stochastic-process

Users that are interested in pymc-stochastic-process are comparing it to the libraries listed below

• cvxgrp / kelly_code
  Code and examples for the project on risk-constrained Kelly gambling
  ☆28Updated 5 years ago
• ssanderson / convex-optimization-for-finance
  Talk Materials for "Convex Optimization for Finance"
  ☆29Updated 2 years ago
• steve98654 / PyTalk
  Files for Python Talk
  ☆24Updated 9 years ago
• quantopian / bayesalpha
  Bayesian models to compute performance and uncertainty of returns and alpha.
  ☆111Updated 2 years ago
• ryanholbrook / critical-transitions
  Detecting critical transitions in financial networks with topological data analysis.
  ☆16Updated 6 years ago
• SimonOuellette35 / SVmodels
  Stochastic volatility models
  ☆18Updated 6 years ago
• GGiecold-zz / pyRMT
  Python for Random Matrix Theory: cleaning schemes for noisy correlation matrices.
  ☆75Updated 7 years ago
• ritchieng / fractional_differencing_gpu
  Rapid large-scale fractional differencing with NVIDIA RAPIDS and GPU to minimize memory loss while making a time series stationary. 6x-40…
  ☆57Updated 6 years ago
• croquelois / BlackScholesMC-TF
  BlackScholes Model, with Montecarlo implmented in python with TensorFlow
  ☆17Updated 9 years ago
• Bobbakov / orderGenerator
  This module allows you to easily create order-based financial markets, add agents with various strategies, and evaluate the actions of ag…
  ☆30Updated 3 years ago
• mgroncki / DataScienceNotebooks
  Tutorials about Machine Learning and Deep Learning
  ☆30Updated 6 years ago
• devisechain / Devise
  Devise: An Alternative Exchange Containing Assets Engineered To Help Fund Managers Hunt Alpha
  ☆27Updated 6 years ago
• octoenergy / timeserio
  Better `keras` models for time series and beyond
  ☆61Updated last year
• franck-durand / tsboost
  Time Series Forecasting Framework
  ☆41Updated 2 years ago
• eigenfoo / random
  This is all my random garbage.
  ☆26Updated 2 years ago
• sky-uk / anticipy
  A Python library for time series forecasting
  ☆82Updated 3 months ago
• aliemamalinezhad / Time-Series-and-Financial
  Time series and Financial analysis in python
  ☆16Updated 6 years ago
• shapelets / khiva-python
  Python binding for Khiva library.
  ☆47Updated last year
• sktime / pysf
  Supervised forecasting of sequential data in Python.
  ☆55Updated 6 years ago
• thalesians / bayestsa
  A Python library implementing Bayesian methods for solving estimation and forecasting problems in time series analysis
  ☆21Updated 8 years ago
• mfrdixon / GP-CVA
  ☆14Updated 5 years ago
• CamDavidsonPilon / PyDataNY_2019_tutorial
  Repo for PyData 2019 Tutorial - New Trends in Estimation and Inference
  ☆27Updated 5 years ago
• stochasticresearch / copula-py
  Python Copula Module
  ☆43Updated 2 years ago
• CamDavidsonPilon / PyProcess
  Generate stochastic processes using Python. Unfortunately not maintained any longer =(
  ☆111Updated 10 years ago
• Andres-Hernandez / CalibrationNN
  Model Calibration with Neural Networks
  ☆48Updated 7 years ago
• t-vi / interesting-rates
  Economic models and things in Pytorch
  ☆21Updated 7 years ago
• bugra / l1
  L1 Trend Filtering
  ☆19Updated last year
• hstrey / Ornstein-Uhlenbeck-Bayesian
  ☆18Updated 5 years ago
• hstrey / Hidden-Markov-Models-pymc3
  Implementation of Hidden Markov Models in pymc3
  ☆62Updated 8 years ago
• SimonOuellette35 / Introduction_to_PyMC3
  ☆39Updated 6 years ago